There is not a single event you can catch, but I think you can do it by catching two events.
private void gridDataBoundGrid1_QueryNextCurrentCellPosition(object sender, Syncfusion.Windows.Forms.Grid.GridQueryNextCurrentCellPositionEventArgs e)
{
Console.WriteLine("Move from inside grid");
}
private void gridDataBoundGrid1_CellClick(object sender, Syncfusion.Windows.Forms.Grid.GridCellClickEventArgs e)
{
Console.WriteLine("Move from inside grid");
}